-16.0%
VSAT vs RVTY
+211.6%
-227.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.3% | -4.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.4% |
| 30D | +9.7% | +1.5% | +8.2% | +9.6% |
| 3M | -18.3% | +31.5% | -49.8% | -28.6% |
| 6M | -4.1% | +62.7% | -66.7% | -25.6% |
| YTD | +96.5% | +60.0% | +36.5% | +52.3% |
| 1Y | +89.3% | +65.7% | +23.6% | +44.1% |
| 3Y | +270.1% | +85.2% | +184.9% | +167.8% |
| 5Y | +26.4% | -14.9% | +41.3% | +22.8% |
| All | -16.0% | +211.6% | -227.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling